Login / Signup

A note on stability in distribution of Markov-modulated stochastic differential equations with reflection.

Lijun BoChenggui Yuan
Published in: Comput. Math. Appl. (2011)
Keyphrases
  • markov modulated
  • poisson process
  • brownian motion
  • stochastic differential equations
  • arrival process
  • arrival rate
  • heavy traffic
  • steady state
  • probability distribution
  • random variables